I don't think there is a damn thing they can do about Slendy knowing where they live. He always knows where you are. There was the time whats his face escaped and was living with a girlfriend for a few months and she found his Slendy camera. The second she turned it on he appeared. He always knows.

Noah calls the cops quite frequently. In a later episode, he notes that he has resorted to calling the cops using aliases because he believes that they would not show up if he revealed that it was Noah calling.

Chances are Slendy just would plain not show up when they are out there or would only appear in the house where they cannot see him.

Slenderman is not a person, is not a creature, is not some monster you can stop. He is a thing. An entity. You can not call the police to stop Slenderman, you call a morgue and prepare a coffin for yourself.

The implication being that, later in the series, he has so regularly called the cops that they don't respond any longer. That is, he was calling the cops throughout the series, but didn't bother to mention it because it always resulted in nothing.

If you call the police a dozen times over the course of a few months saying some guy is in your house, and every time, they cannot find evidence of forced entry, or even of another person having been there (its not like Slendy is going to leave fingerprints), how do you think the police are going to react?

But obviously, it is possible to fake this video. Early in the series, there is just blurry images. If you have blurry, low quality video of a ghost in your house or a yetti in your backyard, do you think the police are going to believe you or give a shit?